Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 4,16% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 226 071 | 226 071 | 53 227 CHF | 55 487 CHF | 97,89% | 97,89% |
22/11/2024 | 4,06% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 215 897 | 215 897 | 52 138 CHF | 54 297 CHF | 99,39% | 99,39% |
20/11/2024 | 4,11% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 219 567 | 219 567 | 52 305 CHF | 54 500 CHF | 99,39% | 99,39% |
19/11/2024 | 4,11% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 223 573 | 223 573 | 53 314 CHF | 55 550 CHF | 98,92% | 98,92% |
18/11/2024 | 4,39% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 241 665 | 241 665 | 53 780 CHF | 56 197 CHF | 99,27% | 99,27% |
15/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 229 459 | 229 459 | 52 358 CHF | 54 653 CHF | 99,37% | 99,37% |
14/11/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 207 044 | 207 044 | 52 518 CHF | 54 588 CHF | 99,38% | 99,38% |
13/11/2024 | 3,68% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 140 | 200 140 | 53 510 CHF | 55 511 CHF | 99,37% | 99,37% |
12/11/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 238 909 | 238 909 | 54 125 CHF | 56 514 CHF | 99,09% | 99,09% |
11/11/2024 | 4,60% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 53 125 CHF | 55 625 CHF | 99,24% | 99,24% |